+3,455.2%
DTE vs UDR
+2,798.0%
+657.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | 0.0% | -3.3% | +3.3% | +0.9% |
| 30D | -0.5% | -5.6% | +5.1% | +1.0% |
| 3M | -6.0% | -9.4% | +3.4% | -3.6% |
| 6M | -7.2% | -3.0% | -4.3% | -6.6% |
| YTD | +7.2% | -0.4% | +7.6% | +7.0% |
| 1Y | +4.1% | -5.1% | +9.2% | +5.1% |
| 3Y | +46.9% | +4.2% | +42.7% | +44.1% |
| 5Y | +32.9% | -19.5% | +52.4% | +38.3% |
| 10Y | +144.5% | +47.9% | +96.6% | +122.1% |
| All | +3,455.2% | +2,798.0% | +657.2% | +2,099.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling